@parados,
Carry conceal requires a background check, proof that you have taken a gun class and learned the rules for CCW and have proven a level of proficiency in firing your weapon. Then you still have to seek approval from your country sheriff. It is far more expensive and time consuming to get a CCW then it is to register to vote.
What do you mean by illegally buy a gun? Gun laws for the most part are state run. What is legal in one state is illegal in another. As an example, in CO I have to do a background check on a friend if I chose to sell them one of my guns. In OH where my father lives, there is no such thing. I could just sell him the gun. You would have to define what you mean by illegally buying a gun.